CME British Pound Future June 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 1.6244 1.6181 -0.0063 -0.4% 1.6301
High 1.6259 1.6254 -0.0005 0.0% 1.6434
Low 1.6109 1.6067 -0.0042 -0.3% 1.6067
Close 1.6193 1.6102 -0.0091 -0.6% 1.6102
Range 0.0150 0.0187 0.0037 24.7% 0.0367
ATR 0.0143 0.0147 0.0003 2.2% 0.0000
Volume 105 102 -3 -2.9% 757
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.6702 1.6589 1.6205
R3 1.6515 1.6402 1.6153
R2 1.6328 1.6328 1.6136
R1 1.6215 1.6215 1.6119 1.6178
PP 1.6141 1.6141 1.6141 1.6123
S1 1.6028 1.6028 1.6085 1.5991
S2 1.5954 1.5954 1.6068
S3 1.5767 1.5841 1.6051
S4 1.5580 1.5654 1.5999
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.7302 1.7069 1.6304
R3 1.6935 1.6702 1.6203
R2 1.6568 1.6568 1.6169
R1 1.6335 1.6335 1.6136 1.6268
PP 1.6201 1.6201 1.6201 1.6168
S1 1.5968 1.5968 1.6068 1.5901
S2 1.5834 1.5834 1.6035
S3 1.5467 1.5601 1.6001
S4 1.5100 1.5234 1.5900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.6434 1.6067 0.0367 2.3% 0.0138 0.9% 10% False True 168
10 1.6434 1.5916 0.0518 3.2% 0.0132 0.8% 36% False False 167
20 1.6434 1.5816 0.0618 3.8% 0.0135 0.8% 46% False False 162
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.7049
2.618 1.6744
1.618 1.6557
1.000 1.6441
0.618 1.6370
HIGH 1.6254
0.618 1.6183
0.500 1.6161
0.382 1.6138
LOW 1.6067
0.618 1.5951
1.000 1.5880
1.618 1.5764
2.618 1.5577
4.250 1.5272
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 1.6161 1.6185
PP 1.6141 1.6157
S1 1.6122 1.6130

These figures are updated between 7pm and 10pm EST after a trading day.

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